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Cigna Corp CI

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-16T01:00:15.477Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:34:06.448683795Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:14.795520+00:00

Share price$298.00
1D+1.9%
AH$290$293$295$298$3005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCI
Sold putSold callAH

Cigna Corp options

Live interpolated CI call and put midpoint premiums by absolute delta.Cigna Corp$2.54$10.58$18.62$26.65$34.69$253.48$275.46$297.45$319.43$341.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CI spot · $298.00CI PRICE$3.41$4.57$5.81$7.22$8.68$10.40$12.11$14.29$16.60$19.16$22.14$25.61$31.36$3.93$5.17$6.55$7.95$9.58$11.31$13.14$15.43$17.72$20.47$23.45$27.19$32.37
PutsCheap0.86×
CallsCheap0.94×
SkewBullish-1.80 pp
Implied moveBearish±$25.26
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ329.4634.2%11.7%273.9135.3%9.4%
25Δ323.7934.2%10.2%279.4335.0%8.0%
30Δ318.4834.3%8.8%284.1034.4%6.9%
35Δ313.8634.4%7.7%288.6833.9%5.8%
40Δ309.3134.5%6.7%292.8333.5%5.0%
45Δ305.1334.5%5.9%296.8033.1%4.2%
50Δ300.9534.6%5.1%300.7732.8%3.5%
55Δ296.7834.8%4.4%304.7132.7%2.9%
60Δ292.6135.1%3.8%308.6632.6%2.4%
65Δ288.3135.4%3.2%312.8532.4%1.9%
70Δ283.7535.5%2.6%317.1732.1%1.4%
75Δ278.8036.1%2.2%322.1532.2%1.0%
80Δ271.9638.5%1.8%328.3533.0%0.7%

20Δ

Calls
Pseudo strike
329.46
IV
34.2%
B/E move
11.7%
Puts
Pseudo strike
273.91
IV
35.3%
B/E move
9.4%

25Δ

Calls
Pseudo strike
323.79
IV
34.2%
B/E move
10.2%
Puts
Pseudo strike
279.43
IV
35.0%
B/E move
8.0%

30Δ

Calls
Pseudo strike
318.48
IV
34.3%
B/E move
8.8%
Puts
Pseudo strike
284.10
IV
34.4%
B/E move
6.9%

35Δ

Calls
Pseudo strike
313.86
IV
34.4%
B/E move
7.7%
Puts
Pseudo strike
288.68
IV
33.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
309.31
IV
34.5%
B/E move
6.7%
Puts
Pseudo strike
292.83
IV
33.5%
B/E move
5.0%

45Δ

Calls
Pseudo strike
305.13
IV
34.5%
B/E move
5.9%
Puts
Pseudo strike
296.80
IV
33.1%
B/E move
4.2%

50Δ

Calls
Pseudo strike
300.95
IV
34.6%
B/E move
5.1%
Puts
Pseudo strike
300.77
IV
32.8%
B/E move
3.5%

55Δ

Calls
Pseudo strike
296.78
IV
34.8%
B/E move
4.4%
Puts
Pseudo strike
304.71
IV
32.7%
B/E move
2.9%

60Δ

Calls
Pseudo strike
292.61
IV
35.1%
B/E move
3.8%
Puts
Pseudo strike
308.66
IV
32.6%
B/E move
2.4%

65Δ

Calls
Pseudo strike
288.31
IV
35.4%
B/E move
3.2%
Puts
Pseudo strike
312.85
IV
32.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
283.75
IV
35.5%
B/E move
2.6%
Puts
Pseudo strike
317.17
IV
32.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
278.80
IV
36.1%
B/E move
2.2%
Puts
Pseudo strike
322.15
IV
32.2%
B/E move
1.0%

80Δ

Calls
Pseudo strike
271.96
IV
38.5%
B/E move
1.8%
Puts
Pseudo strike
328.35
IV
33.0%
B/E move
0.7%